ASML Stock Price Analysis

Project of Time Series Analysis for Economic and Financial Data

Daniele Tambone

2026-01-14

Introduction

Project Overview

  • Objective: Time series analysis of ASML Holding NV’s Adjusted Closing Prices
  • Data Source: Yahoo Finance
  • Period:
    • from: 2000-01-01
    • to: 2025-12-01.

EDA

Adjusted Closing Prices

Key Observations:

  • The series is clearly non-stationary.
  • Visible upward trend, especially post-2017.
  • Variance increases with price level.

Log-Returns Visualization

Graphical representation

Synthetic indicators

Test of normality

Returns Analysis

ACF and PACF

AIC vs BIC

Forecast: plot

Forecast: metrics

Volatility Analysis